Construction automatique et continue de prévisions
RAIRO - Operations Research - Recherche Opérationnelle, Volume 16 (1982) no. 4, pp. 333-348.
@article{RO_1982__16_4_333_0,
     author = {Libert, G.},
     title = {Construction automatique et continue de pr\'evisions},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {333--348},
     publisher = {EDP-Sciences},
     volume = {16},
     number = {4},
     year = {1982},
     zbl = {0502.62086},
     language = {fr},
     url = {http://archive.numdam.org/item/RO_1982__16_4_333_0/}
}
TY  - JOUR
AU  - Libert, G.
TI  - Construction automatique et continue de prévisions
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1982
SP  - 333
EP  - 348
VL  - 16
IS  - 4
PB  - EDP-Sciences
UR  - http://archive.numdam.org/item/RO_1982__16_4_333_0/
LA  - fr
ID  - RO_1982__16_4_333_0
ER  - 
%0 Journal Article
%A Libert, G.
%T Construction automatique et continue de prévisions
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1982
%P 333-348
%V 16
%N 4
%I EDP-Sciences
%U http://archive.numdam.org/item/RO_1982__16_4_333_0/
%G fr
%F RO_1982__16_4_333_0
Libert, G. Construction automatique et continue de prévisions. RAIRO - Operations Research - Recherche Opérationnelle, Volume 16 (1982) no. 4, pp. 333-348. http://archive.numdam.org/item/RO_1982__16_4_333_0/

J. Abadie et D. Travers, Une approche simplifiée de la méthode de Box et Jenkins pour l'analyse et la prévision des séries temporelles unidimensionnelles, R.A.I.R.O., Recherche Opérationnelle, vol. 14, 1980, p. 355-380 et vol. 15, 1981, p. 51-71. | Numdam | MR | Zbl

1. H. Akaike, A New Look at the Statistical Model Identification, I.E.E.E., AC, vol. 19, 1974, p. 716-723. | MR | Zbl

2. A. P. Andersen et H. Nelson, A Look at the Stationarity of 14 Quarterly U. S. Economic Time Series, J. Op. Res. Soc, vol 31, 1980, p. 353-358.

3. O. D. Anderson, On Realisations From Nonstationary Time Processes, J. Op. Res. Soc., vol.30, 1979, p. 253-258. | Zbl

4. O. D. Anderson, Time Series Analysis and Forecasting, Butterworths, London, 1976, 182 p. | MR | Zbl

5. O. D. Anderson, Feasible Regions for the First Pair of Autocorrelations of Moving Average Processes, Math. Operationsforsch. u. Statist., vol.7, 1976, p. 85-93. | MR | Zbl

6. G. E. P. Box et D. R. Cox, An Analysis of Transformations, J. Roy. Stat. Soc, B, vol. 26, 1964, p. 211-243. | MR | Zbl

7. G. E. P. Box et G. M. Jenkins, Time Series Analysis: Forecasting and Control, Holden-Day, San Francisco, 1976, 575 p. | MR | Zbl

8. G. E. P. Box et D. A. Pierce, Distribution of Residual Autocorrelations in Autoregressive Integrated Moving Average Time Series Models, J. Amer. Stat. Ass., vol. 65, 1970, p. 1509-1526. | MR | Zbl

9. R. G. Brown, Smoothing, Forecasting and Prediction of Discrete Time Series, Prentice Hall, New Jersey, 1962, 468 p. | Zbl

10. C. Chatfield, The Analysis of Time Series: Theory and Practice, Chapman and Hall, London, 1975, 263 p. | MR | Zbl

11. R. Fildes, Quantitative Forecasting, the State of the Art: Extrapolative Models, J. Op. Res. Soc, vol. 30, 1979, p. 691-710. | Zbl

12. E. J. Godolphin, A Procedure for Estimating Seasonal Moving Average Models Based on Efficient Estimation of the Correlogram, 1977, p. 237-248. | Zbl

13. C. W. J. Granger et P. Newbold, Forecasting Economic Time Series, Academic Press, New York, 1977, 333 p. | Zbl

14. G. W. Hill et D. Woodworth, Automatic BOX-JENKINS Forecasting, J. Op. Res. Soc, vol 31, 1980, p. 413-422. | Zbl

15. G. M. Jenkins et D. G. Watts, Spectral Analysis and its Applications, Holden-Day, San Francisco, 1969, 525 p. | MR | Zbl

16. M. G. Kendall et A. Stuart, The Advanced Theory of Statistics, vol. II, Griffin, London, 1961, 676 p. | Zbl

17. G. Libert, Analyse de séries chronologiques. Élaboration automatique et continue de prévisions, Thèse de Doctorat, Faculté Polytechnique de Mons, Belgique, 1981.

18. S. Makridakis et M. Hibon, Accuracy of Forecasting: An Empirical Investigation (with Discussion), J. Roy. Stat Soc, A (General), vol. 142, 1979, p. 97-145.

19. S. Makridakis, et al. The Accuracy of Extrapolation (Time Series) Methods: Results of a Forecasting Competition, J. of Forecasting- vol. 1. n° 2., 1982, p. 111-153.

20. D. W. Marquardt, An Algorithm for Least Squares Estimation of Non-Linear Parameters, J. Soc. Ind. Applied Math., vol. 11, 1963, p. 431. | MR | Zbl

21. E. Parzen, Some Recent Advances in Time Series Modeling, I.E.E.E., AC, vol. 19, 1974, p. 723-730. | MR | Zbl

22. D. J. Reid, A Comparative Study of Time Series Prediction Techniques on Economic Data, Ph. D. Thesis, Dept. of Mathematics, Univ. of Nottingham, 1969.

23. R. Sneyers, Sur l'analyse statistique des séries d'observations, Note technique n° 143, O.M.M., Genève, 1975, 192 p.

24. A. S. Saint-Léger, Comparison of two Tests of Seasonality in Epidemiological Data, Applied Stat, vol. 25, 1976, p. 280-286.